On Gaussian and Bernoulli covariance representations
Bobkov, Sergey G. ; Götze, Friedrich ; Houdré, Christian
Bernoulli, Tome 7 (2001) no. 6, p. 439-451 / Harvested from Project Euclid
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We discuss several applications, to large deviations for smooth functions of Gaussian random vectors, of a covariance representation in Gauss space. The existence of this type of representation characterizes Gaussian measures. New representations for Bernoulli measures are also derived, recovering some known inequalities.
Publié le : 2001-06-14
Classification:  Bernoulli sums,  covariance identities,  Gaussian measures,  large deviations 
@article{1080004759,
     author = {Bobkov, Sergey G. and G\"otze, Friedrich and Houdr\'e, Christian},
     title = {On Gaussian and Bernoulli covariance representations},
     journal = {Bernoulli},
     volume = {7},
     number = {6},
     year = {2001},
     pages = { 439-451},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1080004759}
}

Bobkov, Sergey G.; Götze, Friedrich; Houdré, Christian. On Gaussian and Bernoulli covariance representations. Bernoulli, Tome 7 (2001) no. 6, pp.  439-451. http://gdmltest.u-ga.fr/item/1080004759/